BIC function

BIC and HBIC function

BIC(residual, phi, gamma.val = 1)

Arguments

• residual: residual matrix
• phi: estimated coefficient matrix of the model
• gamma.val: hyperparameter for HBIC, if HBIC == TRUE.

Returns

A list object, which contains the followings

• BIC: BIC value
• HBIC: HBIC value